HOWTO: show one PAGE only at main page?

I want to show only one main welcome page(post you called), and other pages(posts) listed under proper categories in Sidebar.

The way it is now in WP, my main welcome page gets bumped down deeper and deeper as I write new pages.

( I can do PAGES instead of POSTS, but I cannot categorize PAGES. )

Also, how do you make categories appear as bold headings like “Meta” and “Link”?

I am a newbie. Please forgive me if these questions have been answered or addressed already. In that case, please direct me to a right place.

Thanks.
Alex.